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From |
Nick Cox <n.j.cox@durham.ac.uk> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Re: Constraining OLS coefficients so that prediction satisfies a particular condition |

Date |
Sat, 21 May 2011 13:07:00 +0100 |

Stata references [R] ml . . . . . . . . . . . . . . . . . . Maximum likelihood estimation (help ml, mleval, mlmethod) Book . . . . . . . . Maximum Likelihood Estimation with Stata, 4th Edition . . . . . . . . . William Gould, Jeffrey Pitblado, and William Sribney http://www.stata.com/bookstore/ml4.html FAQ . . . . . . . . . . . . . . . . . . . . Use of ml for nonlinear model . . . . . . . . . . . . . . . . . . . . . . . . W. Guan and G. Sanchez 6/07 How to estimate a nonlinear model using ml? http://www.stata.com/support/faqs/stat/nl_ml.html Example . . . . . . . . . . . . . Capabilities: maximum likelihood estimation http://www.stata.com/capabilities/mlexample.html Example . . . . . Simple linear and nonlinear models using Stata's ml command . . . . . . . . . . . . . . . . . . UCLA Academic Technology Services 6/09 http://www.ats.ucla.edu/stat/stata/code/simple_ml.htm Nick n.j.cox@durham.ac.uk Amer Hasan Thank you both. Maarten do you have any sample code on using gmm to program ml? Having never programmed my own ml, I am going to go over the archives to see how others have gone about it. But I would also be grateful if you could point me to a stata reference on how to program your own ml. Thanks Amer On Fri, May 20, 2011 at 8:21 AM, Amer Hasan <amerhasan1@gmail.com> wrote: > > Dear Statalist Users: > > I would like to perform the following calculation using Stata 10.1SE > on a windows xp machine. > > reg y1 x1 x2 if year==1 > > predict y2-hat if year==2, xb > > such that y1 - y2-hat = K > > y1 - is observed > > y2-hat - is the prediction using betas of year 1 and Xs of year 2. > > K is the observed difference between y1 and y2 (also observable). > > I know I can constrain the betas and that should change the > prediction. What I am not sure about is how to do so in such a way > that the prediction satisfies the condition. Any guidance on how to > start would be much appreciated. I may also not be seeing the forest > for the trees. > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Constraining OLS coefficients so that prediction satisfies a particular condition***From:*Amer Hasan <amerhasan1@gmail.com>

**st: Re: Constraining OLS coefficients so that prediction satisfies a particular condition***From:*Amer Hasan <amerhasan1@gmail.com>

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